dev/sg: improve error handling in updates

Created by: bobheadxi

Some users reported sg installations getting botched (https://sourcegraph.slack.com/archives/C01N83PS4TU/p1657925934690789) - this might have been fixed by #38848 , but just to be safe I did an audit of our error handling in auto updates and found a few places to make some improvements.

Test plan

n/a